>>151180431 cont-
I looked up that scene where Annie could see the first New-Person who died. There was no ether smoke, but Kat did confirm her place as their creator/goddess directly after that, so maybe she sees it differently.
Also saw this page, and I guess the Arbiter is going to appear very soon.

>>151072459
That was a temporary arrangement because she didn't want to force the psychopomp thing on Annie. Only alternative is she figures out a way to do it herself.